+134.5%
PH vs ESI
+79.1%
+55.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +4.3% | +5.5% | -1.2% | +2.0% |
| 30D | +0.1% | -7.8% | +7.9% | +3.4% |
| 3M | -9.4% | -15.0% | +5.6% | -3.7% |
| 6M | +8.8% | -24.9% | +33.7% | +20.3% |
| YTD | +9.6% | +33.2% | -23.6% | -10.8% |
| 1Y | +14.4% | +24.9% | -10.5% | -3.9% |
| 3Y | +134.5% | +77.8% | +56.8% | +67.0% |
| All | +134.5% | +79.1% | +55.5% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling